AMPT 2EN

Asset Allocation

Position	Category/Sector	Target Weight
DTD WisdomTree U.S. Total Dividend Fund	Large Cap Blend Equities, Dividend	10%
HYG iShares iBoxx $ High Yield Corporate Bond ETF	High Yield Bonds	15%
JNK SPDR Barclays High Yield Bond ETF	High Yield Bonds	7%
RCRIX RiverPark Floating Rate CMBS Fund	Bank Loan	8%
SJNK SPDR Bloomberg Barclays Short Term High Yield Bond ETF	High Yield Bonds	10%
SRLN SPDR Blackstone Senior Loan ETF	High Yield Bonds	10%
TLT iShares 20+ Year Treasury Bond ETF	Government Bonds, Long-Term Bond	20%
VCLT Vanguard Long-Term Corporate Bond ETF	Corporate Bonds	10%
XLY Consumer Discretionary Select Sector SPDR Fund	Consumer Discretionary Equities	10%

Benchmark Against

Benchmark

S&P 500 Index

Rebalance

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in AMPT 2EN, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends. The portfolio is rebalanced Every 3 months.

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The earliest data available for this chart is Jun 12, 2017, corresponding to the inception date of RCRIX

Returns By Period

	1D	1M	YTD	6M	1Y	3Y*	5Y*	10Y*
Benchmark S&P 500 Index	0.11%	-3.43%	-3.84%	-1.98%	16.08%	16.86%	10.37%	12.29%
Portfolio AMPT 2EN	0.15%	-1.38%	-0.55%	-0.20%	5.68%	6.82%	2.76%	—
Portfolio components:
SRLN SPDR Blackstone Senior Loan ETF	0.15%	1.61%	-1.24%	0.52%	5.73%	7.52%	4.53%	4.54%
DTD WisdomTree U.S. Total Dividend Fund	0.28%	-3.07%	2.46%	4.31%	14.38%	14.95%	11.34%	11.64%
TLT iShares 20+ Year Treasury Bond ETF	0.61%	-2.56%	0.69%	-0.91%	-0.77%	-2.76%	-5.75%	-1.34%
SJNK SPDR Bloomberg Barclays Short Term High Yield Bond ETF	0.20%	0.13%	0.18%	1.22%	6.64%	7.98%	4.80%	5.89%
HYG iShares iBoxx $ High Yield Corporate Bond ETF	0.24%	-0.22%	0.13%	1.21%	6.94%	8.10%	3.71%	5.21%
VCLT Vanguard Long-Term Corporate Bond ETF	0.67%	-1.58%	0.19%	-1.08%	3.96%	3.10%	-1.56%	2.55%
RCRIX RiverPark Floating Rate CMBS Fund	-0.45%	-0.34%	0.42%	1.58%	5.02%	7.99%	5.11%	—
JNK SPDR Barclays High Yield Bond ETF	0.26%	-0.22%	0.12%	1.34%	7.40%	8.17%	3.61%	5.31%
XLY Consumer Discretionary Select Sector SPDR Fund	-1.50%	-5.24%	-9.25%	-9.29%	7.23%	14.37%	5.86%	11.80%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Jun 13, 2017, AMPT 2EN's average daily return is +0.02%, while the average monthly return is +0.44%. At this rate, your investment would double in approximately 13.2 years.

Historically, 68% of months were positive and 32% were negative. The best month was Apr 2020 with a return of +6.6%, while the worst month was Mar 2020 at -8.3%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 6 months.

On a daily basis, AMPT 2EN closed higher 55% of trading days. The best single day was Nov 10, 2022 with a return of +3.4%, while the worst single day was Mar 18, 2020 at -4.9%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	0.69%	0.82%	-2.35%	0.32%									-0.55%
2025	1.34%	1.25%	-1.93%	-0.71%	1.40%	2.10%	0.25%	1.32%	1.95%	0.33%	0.52%	-0.30%	7.69%
2024	-0.71%	0.67%	1.28%	-2.91%	1.87%	1.05%	2.57%	1.53%	2.26%	-1.86%	3.23%	-2.24%	6.72%
2023	5.80%	-2.52%	2.14%	0.39%	-1.29%	3.00%	0.58%	-0.93%	-3.38%	-2.63%	6.41%	4.84%	12.46%
2022	-3.13%	-1.57%	-1.02%	-5.77%	-0.50%	-5.02%	5.72%	-3.19%	-5.73%	1.01%	4.32%	-2.81%	-16.95%
2021	-0.89%	-1.18%	0.32%	1.97%	0.03%	2.11%	1.23%	0.56%	-1.50%	2.36%	0.17%	0.96%	6.21%

Benchmark Metrics

AMPT 2EN has an annualized alpha of 1.33%, beta of 0.31, and R² of 0.54 versus S&P 500 Index. Calculated based on daily prices since June 13, 2017.

This portfolio participated in 48.39% of S&P 500 Index downside but only 38.03% of its upside — more exposed to losses than it benefited from rallies.
Beta of 0.31 indicates this portfolio moves significantly less than S&P 500 Index — a genuinely defensive profile with reduced participation in both market rallies and downturns.

Alpha: 1.33%

Beta: 0.31

R²: 0.54

Upside Capture: 38.03%

Downside Capture: 48.39%

Expense Ratio

AMPT 2EN has an expense ratio of 0.35%, placing it in the medium range. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.

RCRIX

RiverPark Floating Rate CMBS Fund

SRLN

SPDR Blackstone Senior Loan ETF

HYG

iShares iBoxx $ High Yield Corporate Bond ETF

SJNK

SPDR Bloomberg Barclays Short Term High Yield Bond ETF

JNK

SPDR Barclays High Yield Bond ETF

DTD

WisdomTree U.S. Total Dividend Fund

TLT

iShares 20+ Year Treasury Bond ETF

XLY

Consumer Discretionary Select Sector SPDR Fund

VCLT

Vanguard Long-Term Corporate Bond ETF

Return for Risk

Risk / Return Rank

AMPT 2EN ranks 18 for risk / return — in the bottom 18% of portfolios on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.

Overall Rank

Sharpe Ratio Rank

Sortino Ratio Rank

Omega Ratio Rank

Calmar Ratio Rank

Martin Ratio Rank

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

	Portfolio	Benchmark	Difference
Sharpe ratio Return per unit of total volatility	0.79	0.88	-0.10
Sortino ratio Return per unit of downside risk	1.15	1.37	-0.22
Omega ratio Gain probability vs. loss probability	1.16	1.21	-0.04
Calmar ratio Return relative to maximum drawdown	1.14	1.39	-0.25
Martin ratio Return relative to average drawdown	4.80	6.43	-1.64
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.

	Risk / Return Rank	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
SRLN SPDR Blackstone Senior Loan ETF	68	1.33	1.94	1.35	1.74	6.10
DTD WisdomTree U.S. Total Dividend Fund	51	1.01	1.46	1.22	1.32	6.30
TLT iShares 20+ Year Treasury Bond ETF	10	-0.07	-0.01	1.00	-0.09	-0.19
SJNK SPDR Bloomberg Barclays Short Term High Yield Bond ETF	72	1.28	1.89	1.32	1.78	10.12
HYG iShares iBoxx $ High Yield Corporate Bond ETF	70	1.25	1.88	1.29	1.82	9.56
VCLT Vanguard Long-Term Corporate Bond ETF	22	0.39	0.58	1.08	0.80	1.86
RCRIX RiverPark Floating Rate CMBS Fund	97	3.15	4.68	2.68	2.70	23.61
JNK SPDR Barclays High Yield Bond ETF	71	1.30	1.94	1.30	1.82	9.31
XLY Consumer Discretionary Select Sector SPDR Fund	21	0.31	0.63	1.08	0.62	2.01

Sharpe Ratio

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

AMPT 2EN Sharpe ratios as of Apr 2, 2026 (values are recalculated daily):

1-Year: 0.79
5-Year: 0.34
All Time: 0.66

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

Compared to the broad market, where average Sharpe ratios range from 1.00 to 1.70, this portfolio's current Sharpe ratio places it in the bottom 25%. This suggests weaker risk-adjusted returns than most portfolios, possibly due to lower returns, higher volatility, or both. It may be worth reviewing the allocation. You can use the Portfolio Optimization tool to explore options for improving the Sharpe ratio.

The chart below shows the rolling Sharpe ratio of AMPT 2EN compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

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Dividends

Dividend yield

AMPT 2EN provided a 4.94% dividend yield over the last twelve months.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	4.94%	4.93%	5.18%	4.97%	4.02%	2.82%	3.34%	3.71%	7.65%	3.66%	3.56%	3.78%
Portfolio components:
SRLN SPDR Blackstone Senior Loan ETF	7.69%	7.67%	8.58%	8.44%	5.72%	4.45%	4.91%	5.39%	4.98%	4.01%	3.94%	4.43%
DTD WisdomTree U.S. Total Dividend Fund	1.98%	1.99%	2.07%	2.43%	2.62%	2.04%	2.73%	2.50%	2.93%	2.36%	2.66%	2.81%
TLT iShares 20+ Year Treasury Bond ETF	4.51%	4.43%	4.30%	3.38%	2.67%	1.50%	1.50%	2.27%	2.63%	2.43%	2.60%	2.61%
SJNK SPDR Bloomberg Barclays Short Term High Yield Bond ETF	7.12%	7.12%	7.47%	7.20%	5.85%	4.21%	5.34%	5.64%	5.69%	5.64%	5.65%	5.81%
HYG iShares iBoxx $ High Yield Corporate Bond ETF	5.87%	5.71%	6.01%	5.74%	5.30%	4.02%	4.88%	4.99%	5.54%	5.12%	5.27%	5.90%
VCLT Vanguard Long-Term Corporate Bond ETF	5.60%	5.51%	5.19%	4.67%	4.44%	3.07%	3.16%	3.81%	4.55%	4.01%	4.33%	4.68%
RCRIX RiverPark Floating Rate CMBS Fund	4.69%	5.30%	6.85%	7.90%	3.80%	2.34%	3.16%	3.36%	49.16%	3.64%	0.00%	0.00%
JNK SPDR Barclays High Yield Bond ETF	6.66%	6.54%	6.63%	6.38%	6.06%	4.27%	5.11%	5.44%	5.90%	5.60%	6.06%	6.59%
XLY Consumer Discretionary Select Sector SPDR Fund	0.83%	0.79%	0.72%	0.78%	1.00%	0.53%	0.82%	1.28%	1.34%	1.20%	1.71%	1.43%

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.

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Worst Drawdowns

The table below displays the maximum drawdowns of the AMPT 2EN. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the AMPT 2EN was 20.23%, occurring on Oct 20, 2022. Recovery took 477 trading sessions.

The current AMPT 2EN drawdown is 2.24%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-20.23%	Nov 8, 2021	240	Oct 20, 2022	477	Sep 16, 2024	717
-17.29%	Feb 21, 2020	21	Mar 20, 2020	54	Jun 8, 2020	75
-6.87%	Dec 9, 2024	82	Apr 8, 2025	56	Jun 30, 2025	138
-5.07%	Oct 1, 2018	59	Dec 24, 2018	24	Jan 30, 2019	83
-3.67%	Feb 27, 2026	21	Mar 27, 2026	—	—	—

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.

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Diversification

Diversification Metrics

Number of Effective Assets

The portfolio contains 9 assets, with an effective number of assets of 8.08, reflecting the diversification based on asset allocation. This number of effective assets indicates a moderate level of diversification, where some assets may have a more significant influence on overall performance.

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

	Benchmark	RCRIX	TLT	VCLT	SRLN	XLY	DTD	SJNK	JNK	HYG	Portfolio
Benchmark	1.00	0.05	-0.08	0.22	0.56	0.86	0.88	0.71	0.73	0.74	0.67
RCRIX	0.05	1.00	0.04	0.06	0.09	0.07	0.05	0.05	0.05	0.04	0.10
TLT	-0.08	0.04	1.00	0.83	-0.05	-0.05	-0.09	0.13	0.16	0.16	0.53
VCLT	0.22	0.06	0.83	1.00	0.19	0.22	0.20	0.42	0.46	0.46	0.77
SRLN	0.56	0.09	-0.05	0.19	1.00	0.51	0.53	0.59	0.58	0.57	0.48
XLY	0.86	0.07	-0.05	0.22	0.51	1.00	0.72	0.66	0.67	0.67	0.68
DTD	0.88	0.05	-0.09	0.20	0.53	0.72	1.00	0.67	0.68	0.69	0.63
SJNK	0.71	0.05	0.13	0.42	0.59	0.66	0.67	1.00	0.96	0.95	0.76
JNK	0.73	0.05	0.16	0.46	0.58	0.67	0.68	0.96	1.00	0.99	0.80
HYG	0.74	0.04	0.16	0.46	0.57	0.67	0.69	0.95	0.99	1.00	0.80
Portfolio	0.67	0.10	0.53	0.77	0.48	0.68	0.63	0.76	0.80	0.80	1.00

The correlation results are calculated based on daily price changes starting from Jun 13, 2017

AMPT 2EN

Asset Allocation

Performance

Performance Chart

Returns By Period

Monthly Returns

Benchmark Metrics

Expense Ratio

Return for Risk

Risk / Return Rank

Return / Risk — by metrics

Sharpe ratio

Sortino ratio

Omega ratio

Calmar ratio

Martin ratio

Sharpe Ratio

Dividends

Dividend yield

Drawdowns

Drawdowns Chart

Worst Drawdowns

Volatility

Volatility Chart

Diversification

Diversification Metrics

Number of Effective Assets

Asset Correlations Table